+298.1%
APP vs PSX
+306.7%
-8.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.8% |
| 7D | +4.6% | +7.8% | -3.2% | +3.5% |
| 30D | +56.0% | -10.9% | +66.9% | +58.6% |
| 3M | +30.8% | +14.5% | +16.4% | +26.1% |
| 6M | -9.8% | +56.1% | -65.9% | -19.5% |
| YTD | -39.3% | +109.6% | -148.9% | -50.3% |
| 1Y | -26.4% | +95.5% | -122.0% | -38.7% |
| 3Y | +887.9% | +156.2% | +731.7% | +644.3% |
| All | +298.1% | +306.7% | -8.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling